+44.2%
MUB vs XYL
+389.1%
-344.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.8% |
| 7D | -0.8% | -6.0% | +5.2% | -0.7% |
| 30D | +2.4% | -8.3% | +10.7% | +2.6% |
| 3M | -1.1% | -22.6% | +21.5% | -0.5% |
| 6M | -1.0% | -15.0% | +14.0% | -0.7% |
| YTD | -0.3% | -30.2% | +29.9% | +0.5% |
| 1Y | 0.0% | -36.4% | +36.4% | +1.0% |
| 3Y | +10.2% | -0.9% | +11.0% | +9.9% |
| 5Y | +2.9% | -23.4% | +26.3% | +3.1% |
| 10Y | +21.9% | +100.9% | -79.0% | +20.7% |
| All | +44.2% | +389.1% | -344.9% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling